FixMarketDataRequest

StockSharp.Fix.Native

Data from MarketDataRequest FIX message.

Implements: IEquatable<FixMarketDataRequest>

Constructors

FixMarketDataRequest(FixId, FixId, char?, char[], string[], SecurityId[], string[], int?, DateTime?, DateTime?, bool?, bool?, bool?, bool?, int?, char?, char?, long?, long?, Level1Fields[])

Data from MarketDataRequest FIX message.

MdReqId: Market data request identifier.
MdResponseId: Market data response identifier (for unsubscribe).
SubscriptionRequestType: Subscription request type (0=Snapshot, 1=Subscribe, 2=Unsubscribe).
MdEntryTypes: Market data entry types (0=Bid, 1=Offer, 2=Trade, etc.).
MdEntryArgs: Market data entry arguments (e.g., timeframe for candles).
SecurityIds: Security identifiers.
SecurityTypes: Security types for each security.
MarketDepth: Market depth (0 = full depth).
FromDate: Start date for historical data.
ToDate: End date for historical data.
AllowBuildFromSmallerTimeFrame: Allow building candles from smaller timeframes.
IsCalcVolumeProfile: Calculate volume profile.
IsFinishedOnly: Return only finished candles.
IsRegularTradingHours: Regular trading hours only.
BuildMode: Build mode for market data.
BuildFrom: Build from data type.
BuildField: Build field for candles.
Skip: Number of records to skip (pagination).
Count: Number of records to return (pagination).
Fields: Level1 fields to request.

Properties

AllowBuildFromSmallerTimeFrame : bool?

Allow building candles from smaller timeframes.

BuildField : char?

Build field for candles.

BuildFrom : char?

Build from data type.

BuildMode : int?

Build mode for market data.

Count : long?

Number of records to return (pagination).

Fields : Level1Fields[]

Level1 fields to request.

FromDate : DateTime?

Start date for historical data.

IsCalcVolumeProfile : bool?

Calculate volume profile.

IsFinishedOnly : bool?

Return only finished candles.

IsRegularTradingHours : bool?

Regular trading hours only.

MarketDepth : int?

Market depth (0 = full depth).

MdEntryArgs : string[]

Market data entry arguments (e.g., timeframe for candles).

MdEntryTypes : char[]

Market data entry types (0=Bid, 1=Offer, 2=Trade, etc.).

MdReqId : FixId

Market data request identifier.

MdResponseId : FixId

Market data response identifier (for unsubscribe).

SecurityIds : SecurityId[]

Security identifiers.

SecurityTypes : string[]

Security types for each security.

Skip : long?

Number of records to skip (pagination).

SubscriptionRequestType : char?

Subscription request type (0=Snapshot, 1=Subscribe, 2=Unsubscribe).

ToDate : DateTime?

End date for historical data.